-93.6%
PLG vs VT
+214.8%
-308.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +5.0% |
| 7D | -3.7% | -4.2% | +0.4% | +2.4% |
| 30D | -19.5% | -5.8% | -13.7% | -11.9% |
| 3M | -30.9% | -5.2% | -25.6% | -24.6% |
| 6M | -40.8% | +0.1% | -40.9% | -39.4% |
| YTD | -56.4% | +8.2% | -64.6% | -59.0% |
| 1Y | -46.1% | +10.1% | -56.2% | -50.1% |
| 3Y | -4.6% | +69.7% | -74.3% | -48.0% |
| 5Y | -60.5% | +53.4% | -113.9% | -75.4% |
| All | -93.6% | +214.8% | -308.4% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling